Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Arrow Electronics, Inc. (ARW) had 30-Day Put-Call Implied Volatility Ratio of 0.9852 for 2022-12-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3157
Historical Volatility (Parkinson)	0.2283
Implied Volatility (Calls)	0.2979
Implied Volatility (Puts)	0.2935
Implied Volatility (Mean)	0.2957
Put-Call Implied Volatility Ratio	0.9852
Implied Volatility Skew	0.0562
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2882
Forward Price	106.89
Call Breakeven Price	106.77
Put Breakeven Price	101.13
Option Breakeven Price	102.91

Data from Quantcha